A unified consensus-based parallel algorithm for high-dimensional regression with combined regularizations

DOI10.1016/J.CSDA.2024.108081MaRDI QIDQ6955433zbMATH OpenFDO

Authors Xiaofei Wu, Rongmei Liang, Zhimin Zhang, Zhenyu Cui

Publication date 22 July 2025

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

ADMMhigh-dimensional regressionparallel algorithmmassive datacombined regularization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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